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2011
Mark On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case
Wiktorsson, Magnus ^LU and Brodén, Mats ^LU (2011) In SIAM Journal on Financial Mathematics 2. p.55-78
- Contribution to journal › Article
2010
Mark Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging
Brodén, Mats ^LU (2010) In Doctoral theses in mathematical sciences 2010:6.
- Thesis › Doctoral thesis (compilation)
2008
Mark Hedging errors induced by discrete trading under an adaptive trading strategy
Brodén, Mats ^LU and Wiktorsson, Magnus ^LU (2008) Fifth World Congress Bachelier Finance Society
- Contribution to conference › Abstract

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